Travaux
Nicolás Hernández Santibáñez and D. Possomai,
[2] Structural price model for electricity coupled markets with O. Féron
[3] Distribution network, tarif and prosumers with I. Ben Tahar
Communications
[1] Séminaire, Collège de France, Mai 2017
[2] PDE and Probability Methods for Interactions, Sophia Antipolis (France) – March 30-31, 2017
[3] An adverse selection approach to power tarification, Energy Finance Christmas Workshop, Essen, December 2016
[4] An adverse selection approach to power tarification, SIAM Conference on Financial Mathematics & Engineering Austin, Nov 2016, Paris, November 2016
[5] An adverse selection approach to power tarification,5ème Journée COSMOS, Problèmes et techniques de l’optimisation et tarification stochastique, Paris, November 2016
[6] A structural model for interconnected markets, SESO the International Thematic Week Smart Energy and Stochastic Optimization, May 2016
[7] A structural model for interconnected markets, EPFL Brown bag seminar, May 2016, Invited.
[8] A structural model for interconnected markets, Frontiers in Stochastic Modelling for Finance Conference, Padua, February 2016
[9] Electricity price models comparison for spread options, Energy FinanceConference, London, September 2015
[10] Review of types of electricity price models used in practice by a power utility, 12th Workshop on Stochastic Models, Statistics and Their Applications Finance Conference, Wroclaw, February 2015
[11] A structural model for electricity spot and forward for coupled market, Energy FinanceConference, Erice, September 2014